Anic Equity¶

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Total return since start: 0.562 %¶

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Equity now: -----------------------------> 47706.19 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46311.27 Kr¶

PnL: ---------------------------------------> -577.3 Kr¶

DD now: ---------------------------------> -1.899 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 12:00:18.784254'

Anic Portfolio¶

Today¶

Return: 0.829 %¶

This Week¶

Return: 0.363 %¶

Total¶

Return: 56.178 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 4.380000 3218.800000 247.800000 8.340000 2971.000006
FM Mattsson Mora Group B 50 0.000000 3030.000000 103.000000 3.520000 2927.000000
HEBA B 70 0.000000 2733.500000 97.500000 3.700000 2636.000010
SAAB B 8 0.490000 3443.200000 66.200000 1.960000 3377.000000
Corem Property Group B 59 1.450000 620.090000 43.090000 7.470000 576.999999
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Resurs Holding 22 4.770000 603.900000 29.900000 5.210000 573.999998
Samhällsbyggnadsbo. i Norden B 20 1.560000 384.100000 29.100000 8.200000 355.000000
AcadeMedia 12 0.660000 583.200000 26.200000 4.700000 557.000004
MedCap 2 1.590000 447.000000 26.000000 6.180000 421.000000
Eastnine 4 0.000000 509.600000 18.600000 3.790000 491.000000
OEM International B 7 1.570000 544.600000 16.600000 3.140000 527.999997
HMS Networks 2 0.230000 688.000000 15.000000 2.230000 673.000000
Intrum 4 0.480000 538.800000 11.800000 2.240000 527.000000
Boozt 12 2.510000 1665.600000 11.600000 0.700000 1653.999996
Coor Service Management Hold. 8 1.510000 538.000000 6.000000 1.130000 532.000000
Essity A 4 0.170000 1152.000000 3.000000 0.260000 1149.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 564.900000 2.900000 0.520000 562.000005
Swedbank A 3 0.590000 566.250000 2.250000 0.400000 564.000000
Essity B 2 0.810000 575.800000 1.800000 0.310000 574.000000
Sampo Oyj SDB 7 1.660000 3850.000000 0.000000 0.000000 3850.000000
Creaspac SPAC 6 0.210000 576.600000 -0.400000 -0.070000 577.000002
Securitas B 6 0.470000 566.400000 -3.600000 -0.630000 570.000000
Samhällsbyggnadsbo. i Norden D 12 0.000000 242.160000 -3.840000 -1.560000 246.000000
Handelsbanken A 5 0.320000 542.000000 -4.000000 -0.730000 546.000000
Nordea Bank Abp 29 0.710000 3445.200000 -8.800000 -0.250000 3453.999992
Karnov Group 9 1.570000 525.600000 -10.400000 -1.940000 536.000004
CTEK 13 0.530000 520.130000 -13.870000 -2.600000 533.999999
Midsona B 63 1.950000 558.810000 -24.190000 -4.150000 582.999984
International Petroleum Corp. 5 0.280000 540.000000 -54.570000 -9.180000 594.565215
Vivesto 1368 -1.670000 549.390000 -63.610000 -10.380000 612.999432
Axfood 13 -0.320000 3629.600000 -126.400000 -3.370000 3756.000001
OX2 18 2.970000 1468.800000 -195.200000 -11.730000 1663.999992
Fasadgruppen Group 35 -0.100000 3409.000000 -402.000000 -10.550000 3810.999990
Ovzon 52 0.540000 2906.800000 -455.200000 -13.540000 3361.999992
TOTAL 46311.270000 -577.300000 -1.89945% 46888.564618

Updated:¶

'2023-01-20 12:00:31.391679'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶